Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China

Article OPEN
Karen Jingrong Lin; Khondkar Karim; Clairmont Carter;
  • Journal: Review of Pacific Basin Financial Markets and Policies,volume 17,issue 4,pages1,450,025-1
  • Subject: Informativeness, emerging market, R2 validity, idiosyncratic returns, C52, G14, G15, M21, M41
    • jel: jel:G1 | jel:G2 | jel:G3

This study attempts to address two research questions on the idiosyncratic return volatility and stock price informativeness. First, whether idiosyncratic return volatility is a valid proxy for stock price informativeness in emerging markets, and if it is, whether there... View more
Share - Bookmark